Rosario N. Mantegna

<i>An Introduction to Econophysics: Correlations and Complexity in Finance</i>

Rosario N. Mantegna, H. Eugene Stanley, Neil Chriss · Physics Today · 2000 · 2.3K citations · Full text

Social Sciences, Economics, Finance +17

Hierarchical structure in financial markets

Rosario N. Mantegna · The European Physical Journal B · 1999 · 2K citations · Full text

Business, Economics, Finance +16

Scaling behaviour in the dynamics of an economic index

Rosario N. Mantegna, H. Eugene Stanley · Nature · 1995 · 1.8K citations

Social Sciences, Business Economics, Economics +7

A tool for filtering information in complex systems

Michele Tumminello, Tomaso Aste, Tiziana Di Matteo et al. · Proceedings of the National Academy of Sciences · 2005 · 909 citations · Full text

Computing, Computer Science, Finance +14

Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

Rosario N. Mantegna, H. Eugene Stanley · Physical Review Letters · 1994 · 887 citations

Engineering, Mathematics, Dynamical Systems +7